Data for: Capital allocation under the FRTB regime via marginal measures

NIAID Data Ecosystem2026-03-10 收录

FRTB资本配置

交易账簿风险计量

数据链接：

https://data.mendeley.com/datasets/5vghtj2dwz 数据链接链接失效反馈

官方服务：

资源简介：

Simple example sheets for the determination of marginal measures for the Internal Model Approach (IMA) Expected Shortfall (ES) as well as the Sensitivity-Based Approach (SBA) of the Fundamental Review of the Trading Book (FRTB) regulation

创建时间：

2018-10-19

Data for: Capital allocation under the FRTB regime via marginal measures

资源简介：

相关数据集